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The impact of central bank FX interventions on currency components
Beine, Michel; Bos, Charles S.; Laurent, Sebastian - 2005
This paper is the first attempt to assess the impact of official FOREX interventions of the three major central banks in terms of the dynamics of the currency components of the major exchange rates (EUR/USD and YEN/USD) over the period 1989-2003. We identify the currency components of the mean...
Persistent link: https://www.econbiz.de/10011346461
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Forex interventions and exchange rate exposure : evidence from emerging market firms
Sikarwar, Ekta - In: Economic modelling 93 (2020), pp. 69-81
Persistent link: https://www.econbiz.de/10012429847
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Central bank announcements and realized volatility of stock markets in G7 countries
Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš - In: Journal of international financial markets, … 58 (2019), pp. 117-135
Persistent link: https://www.econbiz.de/10012127844
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Deposit volatility, liquidity and long-term investment : evidence from a natural experiment in Pakistan
Choudhary, M. Ali; Limodio, Nicola - 2017 - This version: October, 2017
Persistent link: https://www.econbiz.de/10011803158
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A reflexivity-volatility based risk assessment tool
Bagato, Luca; Gioia, Alessio; Mandelli, Enrico - In: Rivista internazionale di scienze sociali 130 (2022) 1, pp. 29-44
Persistent link: https://www.econbiz.de/10013369810
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Falling oil price, exchange rate volatility and macro-economic variables in Nigeria
Michael, Olure Bank Adeyinka; Salako, Gbadebo; … - In: Journal of investment and management : JIM 4 (2015) 1, pp. 25-33
Persistent link: https://www.econbiz.de/10011391507
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A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke; Watanabe, Toshiaki - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
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Bidirectional volatility spillover effect between the exchange rate and stocks in the presence of structural breaks in selected Eastern European economies
Živkov, Dejan; Njegić, Jovan; Milenković, Ivan - In: Finance a úvěr 65 (2015) 6, pp. 477-498
Persistent link: https://www.econbiz.de/10011415785
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Forecasting exchange rate volatility : GARCH models versus implied volatility forecasts
Pilbeam, Keith; Langeland, Kjell Noralf - In: International economics and economic policy : IEEP 12 (2015) 1, pp. 127-142
Persistent link: https://www.econbiz.de/10011375830
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Modeling exchange rate volatility in CEEC countries : impact of global financial and European sovereign debt crisis
Miletić, Siniša - In: Megatrend revija 12 (2015) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10011308580